\hypertarget{classpgpr__chol}{\section{pgpr\+\_\+chol Class Reference}
\label{classpgpr__chol}\index{pgpr\+\_\+chol@{pgpr\+\_\+chol}}
}


This class provides Cholesky factorization and some related useful functions such as inverse, log-\/determinant etc.  


\subsection*{Public Member Functions}
\begin{DoxyCompactItemize}
\item 
\hyperlink{classpgpr__chol_ade89a39def082f6de79df242a39fad67}{pgpr\+\_\+chol} (\hyperlink{classpgpr__matrix}{Mdoub} \&A)
\begin{DoxyCompactList}\small\item\em The constructor does a Cholesky factorization. \end{DoxyCompactList}\item 
void \hyperlink{classpgpr__chol_a567b23e2e93a85675de26550d5e4cb38}{solve} (\hyperlink{classpgpr__vector}{Vdoub} \&b, \hyperlink{classpgpr__vector}{Vdoub} \&x)
\begin{DoxyCompactList}\small\item\em Solving A$\ast$ x = b using back substitution. \end{DoxyCompactList}\item 
\hypertarget{classpgpr__chol_aba5c1f9eb3157d703a3d2c2ccba83493}{void {\bfseries elmult} (\hyperlink{classpgpr__vector}{Vdoub} \&y, \hyperlink{classpgpr__vector}{Vdoub} \&b)}\label{classpgpr__chol_aba5c1f9eb3157d703a3d2c2ccba83493}

\item 
void \hyperlink{classpgpr__chol_a365839254c16b047b2e36a7937b8593f}{elsolve} (\hyperlink{classpgpr__vector}{Vdoub} \&b, \hyperlink{classpgpr__vector}{Vdoub} \&y)
\begin{DoxyCompactList}\small\item\em solving el $\ast$ y = b using back substitution. \end{DoxyCompactList}\item 
void \hyperlink{classpgpr__chol_a8da419135a59362c31674091b0bfcf89}{inverse} (\hyperlink{classpgpr__matrix}{Mdoub} \&ainv)
\begin{DoxyCompactList}\small\item\em Compute the inverse of a matrix. \end{DoxyCompactList}\item 
Doub \hyperlink{classpgpr__chol_a72827b33f276569fa6c3c8f2af80c40e}{logdet} ()
\begin{DoxyCompactList}\small\item\em Calculate the determinant of square matrix and retrun in log scale. \end{DoxyCompactList}\end{DoxyCompactItemize}


\subsection{Detailed Description}
This class provides Cholesky factorization and some related useful functions such as inverse, log-\/determinant etc. 

\subsection{Constructor \& Destructor Documentation}
\hypertarget{classpgpr__chol_ade89a39def082f6de79df242a39fad67}{\index{pgpr\+\_\+chol@{pgpr\+\_\+chol}!pgpr\+\_\+chol@{pgpr\+\_\+chol}}
\index{pgpr\+\_\+chol@{pgpr\+\_\+chol}!pgpr\+\_\+chol@{pgpr\+\_\+chol}}
\subsubsection[{pgpr\+\_\+chol}]{\setlength{\rightskip}{0pt plus 5cm}pgpr\+\_\+chol\+::pgpr\+\_\+chol (
\begin{DoxyParamCaption}
\item[{{\bf Mdoub} \&}]{A}
\end{DoxyParamCaption}
)\hspace{0.3cm}{\ttfamily [inline]}}}\label{classpgpr__chol_ade89a39def082f6de79df242a39fad67}


The constructor does a Cholesky factorization. 

The lower triangular factor is stored in el, and upper triangular factor is stored in elt.


\begin{DoxyParams}{Parameters}
{\em a} & the matrix that we want to do factorization \\
\hline
\end{DoxyParams}


\subsection{Member Function Documentation}
\hypertarget{classpgpr__chol_a365839254c16b047b2e36a7937b8593f}{\index{pgpr\+\_\+chol@{pgpr\+\_\+chol}!elsolve@{elsolve}}
\index{elsolve@{elsolve}!pgpr\+\_\+chol@{pgpr\+\_\+chol}}
\subsubsection[{elsolve}]{\setlength{\rightskip}{0pt plus 5cm}void pgpr\+\_\+chol\+::elsolve (
\begin{DoxyParamCaption}
\item[{{\bf Vdoub} \&}]{b, }
\item[{{\bf Vdoub} \&}]{y}
\end{DoxyParamCaption}
)\hspace{0.3cm}{\ttfamily [inline]}}}\label{classpgpr__chol_a365839254c16b047b2e36a7937b8593f}


solving el $\ast$ y = b using back substitution. 

b vector b = el $\ast$ y  y vector y stores the result \hypertarget{classpgpr__chol_a8da419135a59362c31674091b0bfcf89}{\index{pgpr\+\_\+chol@{pgpr\+\_\+chol}!inverse@{inverse}}
\index{inverse@{inverse}!pgpr\+\_\+chol@{pgpr\+\_\+chol}}
\subsubsection[{inverse}]{\setlength{\rightskip}{0pt plus 5cm}void pgpr\+\_\+chol\+::inverse (
\begin{DoxyParamCaption}
\item[{{\bf Mdoub} \&}]{ainv}
\end{DoxyParamCaption}
)\hspace{0.3cm}{\ttfamily [inline]}}}\label{classpgpr__chol_a8da419135a59362c31674091b0bfcf89}


Compute the inverse of a matrix. 


\begin{DoxyParams}[1]{Parameters}
\mbox{\tt out}  & {\em ainv} & inverted matrix \\
\hline
\end{DoxyParams}
\hypertarget{classpgpr__chol_a72827b33f276569fa6c3c8f2af80c40e}{\index{pgpr\+\_\+chol@{pgpr\+\_\+chol}!logdet@{logdet}}
\index{logdet@{logdet}!pgpr\+\_\+chol@{pgpr\+\_\+chol}}
\subsubsection[{logdet}]{\setlength{\rightskip}{0pt plus 5cm}Doub pgpr\+\_\+chol\+::logdet (
\begin{DoxyParamCaption}
{}
\end{DoxyParamCaption}
)\hspace{0.3cm}{\ttfamily [inline]}}}\label{classpgpr__chol_a72827b33f276569fa6c3c8f2af80c40e}


Calculate the determinant of square matrix and retrun in log scale. 

\begin{DoxyReturn}{Returns}
Value of log-\/determinant 
\end{DoxyReturn}
\hypertarget{classpgpr__chol_a567b23e2e93a85675de26550d5e4cb38}{\index{pgpr\+\_\+chol@{pgpr\+\_\+chol}!solve@{solve}}
\index{solve@{solve}!pgpr\+\_\+chol@{pgpr\+\_\+chol}}
\subsubsection[{solve}]{\setlength{\rightskip}{0pt plus 5cm}void pgpr\+\_\+chol\+::solve (
\begin{DoxyParamCaption}
\item[{{\bf Vdoub} \&}]{b, }
\item[{{\bf Vdoub} \&}]{x}
\end{DoxyParamCaption}
)\hspace{0.3cm}{\ttfamily [inline]}}}\label{classpgpr__chol_a567b23e2e93a85675de26550d5e4cb38}


Solving A$\ast$ x = b using back substitution. 


\begin{DoxyParams}{Parameters}
{\em b} & vector b = A $\ast$ x \\
\hline
{\em x} & vector which would store the result. \\
\hline
\end{DoxyParams}


The documentation for this class was generated from the following file\+:\begin{DoxyCompactItemize}
\item 
src/\hyperlink{pgpr__chol_8h}{pgpr\+\_\+chol.\+h}\end{DoxyCompactItemize}
